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Bill Dunn Managed Futures Presentation

Bill Dunn of DUNN Capital Management sent me a presentation he made before the Hedge Fund World Middle East 2010 in Dubai UAE to share with my readers.

The presentation is called Planning for the Uncertainty of the Future and is used with his permission. Bill asked that I include this message below.

“Dear Reader — For your information I have attached an annotated version of my keynote address to the recent Hedge Fund World Middle East 2010 conference in Dubai in which I demonstrated and promoted the benefits of including Managed Futures in investment portfolios.

At the conference I only made reference to the CTA Index, the S&P Index and the various other Alternative Investment Classes because I wanted to keep the focus on the Asset Classes vs. specific members of the Classes.

In this private correspondence, however, I thought it would be more interesting and appropriate to also show DUNN programs in comparison to the CTA Index because it is an investable product while the CTA Index is not. Thanks for your interest. Bill Dunn”

You can watch the Bill Dunn video interview I conducted with him at Chateau Marmont in Hollywood.

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  • Pretorian

    I don´t understand why Managed Futures are treated as an “Asset Class”. What matters is the trend following strategy which is long vol and therefore a true diversifier against traditional long only wealth destruction. There are also Option Selling programs in the Managed Futures industry, they are shor vol, got hammered in 2008 an therefore are still correlated to the stock market in times of chaos, there are also Discreationary Managed Futures whose correlations depend on the strategy followed. In my opinion what matters is Diversification of strategies, not assets.

    I really respect Bill Dunn however, he kept his confidance in his strategy during his very long drawdown.

  • Anonymous

    I would say that Managed Futures products are a diverse methodology
    and not just one ethos or one “true diversifier.”

  • Pretorian

    I agree, I used “true diversifier” in the same context as Bill Dunn was using it, as a diversifier from “traditional assets” for institutions. In fact I think that it is enterily possible to built a great diversified portfolio out of managed futures only.

  • Anonymous

    I don’t know how anyone thinks they can get wealthy by owning stocks
    long-term.